i've read all the sherlock holmes stories. i'd suggest that you get one of the books that collect all the stories, so you can read them in order of original publication. they are, in a way, chronological. that is to say, the story lines suggest a kind of natural progression. of course, you can read them in any order that you wish.
the writing style is might be a bit old fashioned for you. the stories were written in the 1800's and they reflect the style popular at the time. sometimes the prose passages outweigh the dialogue. great stuff though.